-5.1%
SLB vs IR
+25.6%
-30.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -1.0% | -2.5% |
| 7D | -7.7% | +2.3% | -10.0% | -8.7% |
| 30D | -0.7% | +3.3% | -4.1% | -2.3% |
| 3M | 0.0% | -9.0% | +9.0% | +3.9% |
| 6M | -10.4% | +8.0% | -18.4% | -14.8% |
| YTD | +31.5% | +3.4% | +28.1% | +26.2% |
| 1Y | +39.1% | +4.5% | +34.6% | +32.6% |
| All | -5.1% | +25.6% | -30.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling